+1,916.5%
MRVL vs VMC
+153.7%
+1,762.8%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -3.3% | +7.5% | +5.9% |
| 7D | +13.8% | -5.3% | +19.1% | +16.8% |
| 30D | +12.7% | -12.3% | +24.9% | +20.0% |
| 3M | -11.9% | -10.3% | -1.7% | -8.3% |
| 6M | +153.8% | -8.6% | +162.4% | +161.2% |
| YTD | +177.0% | -11.9% | +188.8% | +187.4% |
| 1Y | +252.3% | -13.9% | +266.3% | +269.1% |
| 3Y | +325.5% | +18.2% | +307.4% | +280.4% |
| 5Y | +290.9% | +47.7% | +243.1% | +219.3% |
| All | +1,916.5% | +153.7% | +1,762.8% | +1,219.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded VMC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling